University of Sydney Handbooks - 2016 Archive

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Econometrics

Unit of study Credit points A: Assumed knowledge P: Prerequisites C: Corequisites N: Prohibition Session

Econometrics

Within the Faculty of Arts and Social Sciences, these units are available to Bachelor of Economics students only.
To obtain the award of a major in Econometrics students complete eight units of study (48 credit points) including:
(i) two compulsory junior units (12 credit points)
(ii) two compulsory senior units (12 credit points)
(iii) four senior elective Econometrics units (24 credit points), with a minimum of three ECMT3000-level units (18 credit points).
*For students enrolled in the Bachelor of Economics the junior units listed as required for this major, ECMT1010 and ECMT1020, are completed as core units of their degree.

Junior units of study

The completion of 12 credit points of junior units of study is required.
ECMT1010
Introduction to Economic Statistics
6    N ECMT1011 or ECMT1012 or ECMT1013 or MATH1015 or MATH1005 or MATH1905 or STAT1021 or ECOF1010 or BUSS1020 or ENVX1001
Semester 1
Semester 2
ECMT1020
Introduction to Econometrics
6    P ECMT1010 or ECOF1010 or BUSS1020 or MATH1905 or MATH1005 or MATH1015
N ECMT1001 or ECMT1002 or ECMT1003 or ECMT1021 or ECMT1022 or ECMT1023


Other than in exceptional circumstances, it is strongly recommended that students do not undertake Introduction to Econometrics before attempting Introduction to Economic Statistics.
Semester 1
Semester 2

Senior compulsory units of study

2 compulsory senior units of study (12 credit points)
ECMT2150
Intermediate Econometrics
6    P (ECMT1010 or BUSS1020 or MATH1905 or MATH1005 or MATH1015) and ECMT1020
N ECMT2110
Semester 1
Semester 2
ECMT2160
Econometric Analysis
6    P ECMT2150 or ECMT2110
Semester 2

Senior elective units of study

Completion of 4 senior units of study (24 credit points) is compulsory for a major in Econometrics with at least 3 units (18 credit points) at 3000 level. Electives can be taken from the following:
ECMT2130
Financial Econometrics
6    P ECMT2110 or ECMT2010 or ECMT1020
N ECMT2030
Semester 2
ECMT3110
Econometric Models and Methods
6    P ECMT2110 or ECMT2010 or ECMT2160
N ECMT3010
Semester 1
ECMT3120
Applied Econometrics
6    P ECMT3110 or ECMT3010 or (ECMT2150 and ECMT2160)
N ECMT3020
Semester 2
ECMT3130
Forecasting for Economics and Business
6    P ECMT2110 or ECMT2010 or (ECMT2150 and ECMT2160)
N ECMT3030
Semester 2
ECMT3150
The Econometrics of Financial Markets
6    P ((ECMT1010 or BUSS1020 or MATH1905 or MATH1005 or MATH1015) and (ECMT2110 or ECMT2010) and (ECMT2130 or ECMT2030)) or (ECMT2130 and ECMT2150 and ECMT2160)
N ECMT3050
Semester 1
ECMT3170
Computational Econometrics
6    P ECMT2160 or ECMT2110
Semester 2
ECOS3903
Applied Microeconometrics
6    P ECOS2901 and ECOS2902 and (ECOS2903 or MATH2070 or MATH2970) with a 70% average across those three units combined; and (ECMT2150 or ECMT2110)

Note: Department permission required for enrolment
Students intending to proceed to fourth year economics honours must take this unit or (ECMT3110 plus one of ECMT2120, ECMT3120, ECMT3130, ECMT3160 or ECMT3170).
Semester 1
ECOS3904
Applied Macroeconometrics
6    P (ECMT2150 or ECMT2110), and a minimum mark of 70% or greater across the following (ECOS2901 and ECOS2902 and (ECOS2903 or MATH2070 or MATH2970))

Note: Department permission required for enrolment

Semester 2

Honours

ECMT4101
Econometrics Honours A
12    P Distinction average across (ECMT3110 and ECMT3120) undertaken through an Econometrics major, and have a WAM of 65 or greater across a minimum of 144 credit points of units of study, and have a WAM of 75 or greater across Senior ECMT units of study.


Prerequisites: Students who want to take honours in Econometrics have to: (i) qualify for a major in Econometrics; obtain a WAM of at least 75 in the senior units of study in the ECMT major. Variations on entry requirements are possible only with permission of the Head of School. Please see the School online homepage for entry requirements in detail.
Semester 1
Semester 2
ECMT4102
Econometrics Honours B
12    C ECMT4101
Semester 1
Semester 2
ECMT4103
Econometrics Honours C
12    C ECMT4102
Semester 1
Semester 2
ECMT4104
Econometrics Honours D
12    C ECMT4103
Semester 1
Semester 2